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**12**

votes

**0**answers

194 views

### How large are the smallest-area projections of a high-dimensional convex body?

Let $B$ be a convex body in $\mathbb{R}^d$, equipped with its standard Euclidean form, and assume that
$$\intop_B x \, dx = 0$$
$$\frac{1}{|B|_d} \intop_B x_i x_j \, dx = \delta_{ij},$$
a ...

**7**

votes

**1**answer

243 views

### Uniform convergence of convex functions

It is a well-known result that if a sequence of convex function $f_n(\cdot)$ converges on a dense set $C'$ of an open set $C$, then the limit function $f$ exists on $C$, and the converge is uniform ...

**6**

votes

**1**answer

210 views

### Convexity of the product of two exponential matrices

Let $S\subset\mathbb{R}$ be a convex set and $\mathbb{S}^{n}$ be the set of real symmetric matrices of order $n\times n$.
A matrix valued function $\Gamma: S \rightarrow \mathbb{S}^{n}$ is said to ...

**6**

votes

**2**answers

287 views

### Continuous functions with convex level sets

Assume that $f:\mathbb{R}^{2}\to \mathbb{R}$ is a continuous function such that each level set $f^{-1}(c)$ is a convex set.
To what extent such functions are studied?
In particular:
Is there ...

**6**

votes

**2**answers

184 views

### On the convexity of element-wise norm 1 of the inverse

Question first asked on math.stackexchange here: http://math.stackexchange.com/questions/317209/on-the-convexity-of-element-wise-norm-1-of-the-inverse
On the convexity of element-wise norm 1 of the ...

**5**

votes

**2**answers

144 views

### When does a cone contain its dual cone?

Let $V$ be a finite-dimensional vector space with an inner-product $(,)$ and let $C\subset V$ be a cone in $V$. Let $C^\vee$ denote the dual of $C$ with respect to $(,)$, i.e., the set of vector $v\in ...

**5**

votes

**3**answers

381 views

### Efficient computation of “discrete infimal convolution”

This question arises from an application to graphical models in probability theory, but I have abstracted that part out so only algebra remains. Let $\mathbb{R}$ denote standard field of real numbers ...

**5**

votes

**0**answers

58 views

### Concavity of mixed volumes and mixed discriminants

For $n\times n$ symmetric matrices $A_1, \ldots, A_n$, the mixed discriminant $D(A_1, \ldots, A_n)$ can be defined as $1/n!$ times the coefficient of $t_1\ldots t_n$ in the homogeneous polynomial ...

**5**

votes

**0**answers

96 views

### In what sense is the Bayesian posterior mean a “convex combination”?

I asked this on math.stackexchange with no response, I'm hoping someone here might have something.
Suppose I want to estimate $x \in \mathbb{R}^n$ from two signals with zero mean, normally ...

**5**

votes

**0**answers

171 views

### Strong convexity of the trace of the square root of a matrix function

Any clues about how to prove that the following function is strongly-concave in $x$? (We conjecture it is $2$-strongly concave but cannot prove it. We have already proved strict concavity through ...

**4**

votes

**2**answers

544 views

### Does the minima of a sequence of convex convergent functions converge?

Suppose $f_1,f_2,\ldots $ is a sequence of convex functions that converges to a continuous convex $f$. Let $x_1^*,x_2^*$ be their respective (not necessarily unique) minima, and let y be a minima of ...

**4**

votes

**3**answers

378 views

### When is a sequentially closed cone, closed?

The following question I also posed here, but still got no answer. Let $X$ be a locally convex, Hausdorff topological vector space and $C\subseteq X$ a convex cone, which is sequentially closed. What ...

**4**

votes

**1**answer

474 views

### Quantitative Version of Jensen's Inequality?

Hi,
I've been looking at situations where Jensen's inequality is almost tight, and found myself proving a lemma that I'm nearly certain exists somewhere in the literature.
The specifics are as ...

**4**

votes

**1**answer

250 views

### Is there a non-compact Poulsen simplex?

A Choquet simplex is a closed, convex and metrizable subset of a locally convex Hausdorff topological vector space in which every point is a barycenter of a unique probability measure supported on the ...

**4**

votes

**1**answer

200 views

### monotone parabolic systems, convex variational structure and Legendre transform

The context:
for my research I am currently looking at parabolic systems of the type
$$
\left\{
\begin{array}{ll}
\partial_t b(u)-\Delta u=0 \qquad & (t,x)\in \mathbb{R}^+\times\Omega\\
u=0 & ...

**4**

votes

**1**answer

42 views

### Self-concordant function for dual cone

I wonder if there is any existing result for self-concordant function in the literature about the following question.
Suppose $f$ is a self-concordant barrier function of a proper cone $K$ (pointed, ...

**4**

votes

**0**answers

54 views

### Dimension reduction for low-order moments of Rademacher-weighted sums of vectors

Let $x_1,\dots,x_n$ be vectors in a Euclidean space $H$. Let $\varepsilon_1,\dots,\varepsilon_n$ be independent Rademacher random variables (r.v.'s), so that $P(\varepsilon_i=\pm1)=1/2$ for all $i$.
...

**4**

votes

**0**answers

51 views

### Linear projections of convex sets with unique preimages of boundary points

Fix a compact convex subset $C \subset \mathbb{R}^n$ with nonempty interior. For any subspace $S \subset \mathbb{R}^n$, let $P_S$ denote the orthogonal linear projection onto $S$. I'd like to claim ...

**3**

votes

**2**answers

151 views

### Perimeter of a 'trapped' convex set

Consider the following setup: three bounded, 'nice' convex sets $A \subseteq B \subsetneq C \subset \mathbb{R}^2$, and three points $x,y,z\in \partial A\cap \partial B\cap \partial C$ (see edit ...

**3**

votes

**3**answers

242 views

### infinite dimensional polyhedra

I have a reference request which I hope some reader here can help me with.
I have encountered a set that has all the properties that one would expect from a polyhedral set (in the sense of finite ...

**3**

votes

**1**answer

86 views

### Gradient estimate of convex functions

Consider a special type of convex function $g(\cdot):\mathbb{R}^d \to \mathbb{R}_+\cup\{+\infty\}$ such that $g(x)=+\infty$ as $|x|\to \infty$. Then $g$ is differentiable almost everywhere within its ...

**3**

votes

**2**answers

77 views

### Is the prox-residual monotone?

$\newcommand{\scp}[2]{\langle #1,#2\rangle}\newcommand{\id}{\mathrm{Id}}$
Let $f$ and $g$ be two proper, convex and lower semi-continuous functions (on a Hilbert space $X$ or $X=\mathbb{R}^n$) and let ...

**3**

votes

**1**answer

84 views

### generalized mean inequality extension

from generalized inequality, we now that for $p>q$, we have $M_p(\mathbf{x})\ge M_q(\mathbf{x})$. now I am curious to know if we can find a constant $\alpha(p,q)$ which is only function of $p,q$ ...

**3**

votes

**1**answer

415 views

### Possible to find a set of log-concave functions with log-concave sums?

While the set of log-convex functions is closed under addition, the set of log-concave functions is not. Yet if $f$ is log-concave, $\ln(k f) = \ln(k)+\ln(f)$, with $k \in \mathbb{R}^+$ constant, is ...

**3**

votes

**1**answer

167 views

### $\mathcal{H}$-polyhedron under a linear map

Let $P = \{ x \in \mathbb{R}^n \mid Ax \leq b \}$ be a (bounded) polyhedron for $A \in \mathbb{R}^{m \times n}$ and $b \in \mathbb{R}^m$, $n,m > 0$.
Moreover, let $M \colon \mathbb{R}^n \to ...

**3**

votes

**1**answer

158 views

### Characterization of a set in $\mathbb{R}^d$

Let $X= (X_1,\dots, X_d)$ be a fixed vector of random variables on the space $(\Omega, \mathcal{F}, \mathbb{P})$. Consider the following set.
\begin{equation}\label{main12}
C= \{x\in \mathbb{R}^d ~|~ ...

**3**

votes

**2**answers

287 views

### The epigraph of a semi-convex function has positive reach

I've been trying to prove the following theorem for several hours with no result so far.
Claim. Let $f:\mathbb{R} \to \mathbb{R}$ be a semi-convex function, i.e. there exists a constant $C > 0$ ...

**3**

votes

**1**answer

77 views

### Takahashi convex metric spaces

A Takahashi convex metric space is a metric space $(X,d)$ such that $\exists W : X \times X \times [0,1] \rightarrow X$ that satisfies :
$d (u, W(x,y; \lambda)) \leq \lambda d(u,x) + (1- \lambda) ...

**3**

votes

**2**answers

138 views

### Constructing a quasiconvex function [closed]

Let $C\subset\mathbb{R}^2$ be a nonempty convex set. A function $f:C\rightarrow\mathbb{R}$ is called
convex if
$$
f(\lambda u+(1-\lambda)v)\leq\lambda f(u)+(1-\lambda)f(v), \quad\forall u,v\in C, ...

**3**

votes

**0**answers

108 views

### error estimate of linear interpolation in high dimension

Consider convex functions $f,g$ on $[0,1]^d$. Let $x_1,\cdots,x_n$ be $n\geq d+1$ fixed point in $[0,1]^d$ that is equally 'distributed' in the sense that
$$c_1\leq ...

**3**

votes

**0**answers

162 views

### Decreasing sequence of closed convex sets in a Banach space

Let $(C_n)$ be a decreasing sequence of closed convex subsets in a Banach space $(E,\Vert \cdot \Vert)$. The question I have is about the content of $C=\bigcap_{n=0}^\infty C_n$.
If the $C_n$ are ...

**3**

votes

**0**answers

47 views

### Minimax-like theorems involving union and intersection of regions in $\mathbb R^d$

From Minimax theorems, we roughly know that if $f(x,y)$ is convex on $X$ and concave $Y$ for both compact $X,Y$, then:
$$
\max_{x\in X}\min_{y\in Y} f(x,y)=\min_{y\in Y}\max_{x\in X} f(x,y).
$$
We can ...

**3**

votes

**0**answers

297 views

### An intuition for three different types of subgradients (proximal, regular, limiting)

I'm having a bit of difficulty getting my head around the different types of subgradients we're currently covering in a nonsmooth optimisation class I'm taking.
These subgradients are (assume $x \in$ ...

**3**

votes

**0**answers

171 views

### Ways to establish equality of measures on locally compact spaces

Let $M$ be a locally compact space and $\mu$ be some probability measure on $M$. Let $y^\ast \in M$, $f(x,y)$ be a real continuous bounded function $M \times M \to \mathbb{R}$. Consider an equality
$$
...

**2**

votes

**5**answers

255 views

### Distance between two sets

Let $A, B$ be two convex and closed subsets of $\mathbb{R}^n$. We would like to the minimum distance between these two sets. i.e., we want to find a solution for the following problem.
$$ \min ...

**2**

votes

**2**answers

108 views

### Projection onto rotated box

Does anyone know if there is an efficient way to find the projection of an arbitrary point $z$ onto a rotated box, i.e. onto the set $\Omega=\{x \mid a \leq Ux \leq b\}$ where $U$ is a unitary matrix?
...

**2**

votes

**1**answer

711 views

### Projection exists => Uniformly convex?

Hello,
I know that: Let X be a uniformly convex Banach-Space, $a\in X$ and $C\subset X$ closed and convex, then there is a unique $b\in C$ with $\left\Vert a-b\right\Vert=\inf_{x\in C}\left\Vert a-x ...

**2**

votes

**1**answer

702 views

### Integral inequality for convex function

Let $u(x)$ be a smooth function from $\mathbb{R}$ to $\mathbb{R}$. Suppose that for some real numbers $a,b$ with $a < b$ the following equality is true:
\begin{equation}
\frac{1}{b-a} \int_a^b ...

**2**

votes

**2**answers

289 views

### A certain type of Quadratic Constrained Quadratic Programming Problem (QCQP)

Let $P_1$, $P_2$ be two hermitian matrices. Can anyone comment about the following (QCQP)
\begin{equation}
\min_{z}~z^{H}z \\\
~~subject~to ~z^{H}P_1z+1\leq 0,~z^{H}P_2z+1\leq 0
\end{equation}
I am ...

**2**

votes

**1**answer

1k views

### Sufficient conditions for gradient descent convergence

I have an unconstrained optimisation problem with convex objective function $f(x)$. Suppose I have access only to some function of the gradient $\hat{\nabla}= g(\nabla f)$, and I take gradient steps ...

**2**

votes

**1**answer

522 views

### existence of a minimum for a convex functional on a non-reflexive space

Let $X$ be a Banach space; $K\subset X$ nonempty, closed and convex; and $f:K\to \mathbb R$ lower semicontinuous, convex functional. Let also $f$ be coercive, i.e., $f(x)\to +\infty$ as $\|x\|\to ...

**2**

votes

**2**answers

175 views

### How to show that there's a continuous function separating convex sets of Radon measures?

First, the setup: $X$ is a compact set. By Riesz's representation theorem $C(X)^*=${all Radon measures on $X$}. $K$ is a convex, closed set of probability measures. $m$ is a probability measure out of ...

**2**

votes

**1**answer

129 views

### Known Results on Convexity of Numerical Range

Let $A_1,A_2,\dots,A_M$ be given $N\times N$ hermitian matrices. The numerical range is defined as the set
\begin{align}
\mathbb{S}=\{(u^HA_1u,\dots,u^HA_Mu)\in \mathbb{R}^M\mid u^Hu=1\}
\end{align}
...

**2**

votes

**1**answer

483 views

### Proving that a specific function is quasiconvex

Hello all,
Assume we have a sequence of quasiconcave functions (in $X$) denoted by $f_{i,j}(X)$ for $i,j = 1,\ldots,n$. Denote by $F(X)$ the $n\times n$ matrix whose $(i,j)$ entry is the function ...

**2**

votes

**0**answers

56 views

### A convex analysis theorem improvement

John's theorem states that to any full-dimensional symmetric convex set $K\subseteq R^n$ and any Ellipsoid $E\subseteq R^n$ that is centered at origin, there exists an invertible linear map $T$ so ...

**2**

votes

**0**answers

332 views

### On increasing the penalty term in convex optimization with regularization

Given the two strictly convex (unique solution) optimization problems as:
$$Problem\:1:\min_{X} f(X)+\|X\|_{F}^2 \hspace{2cm}Problem \:2:\min_{X}f(X)+n\|X\|_2^2$$
where $X\in\mathbf{S}_{++}^{n}$ ...

**2**

votes

**0**answers

111 views

### Lower convex envelope of a function involving entropy

Suppose two discrete random variables $X$ and $Y$ defined on finite sets $\mathcal{X}$ and $\mathcal{Y}$ are given and also suppose the conditional distribution $P_{Y|X}$ (i.e, channel) is fixed. We ...

**2**

votes

**0**answers

148 views

### Showing $\langle \frac{\partial b(v)}{\partial t}, v \rangle_{H^{-1}(\Omega), H^1(\Omega)} = \frac{d}{dt}\int_{\Omega}\Psi^*(b(v))$

Let $b$ be continuous and increasing with $b(0) = 0$. Define $\Psi(t) = \int_0^t b(s)\;ds$ and $\Psi^*(s) = \sup_{r \in \mathbb{R}} (sr-\Psi(r))$.
(Note $\Psi^*(b(s)) + \Psi(s) = sb(s)$).
Let $v ...

**2**

votes

**0**answers

148 views

### Convex functions with non-singular hessian measure are continuously differentiable?

It is known that every convex function $f: \Omega\to \mathbb{R}$, $\Omega$ convex subset of $\mathbb{R}^n$, has a weak derivative of bounded variation $Df\in BV_{loc}(\mathbb{R}^n)$ (e.g. Evans and ...

**2**

votes

**0**answers

88 views

### How to prove convexity for a complex integral including the variable in both limits and integrand?

During my research [on inventory management policies, i.e., something really applied ;-) ] I stumbled on integrals of the following type and I'm curious under which circumstances there are convex.
...